Factore Logo
  • FactorFacts
  • Research
  • Pricing
  • Resources
    • Team
    • Videos
  • Login

Blog / News

Factor Facts: November 11, 2019

Categories FactorFacts
(New users can ) The value/size trade continues… As you may recall, a large spike in volatility about two months ago began what looks to be at least a short-term shift in factor preferences. Value and size–the laggards throughout much

Factor Facts: October 21, 2019

Categories FactorFacts
(New users can ) Last Week’s Returns Factor Returns: Year-to-date Factor Returns: Month-to-date Factor Returns: Trailing Trailing returns, as of 10-19-2019. Source: factorEDownload Notes to performance Past performance does not guarantee future returnsThe factor returns may not correspond to the

Factor Facts: October 14, 2019

Categories FactorFacts
(New users can ) Equity markets continued their climb, boosted by value and quality. 21-day volatility was more settled, though it appears there continues to be a longer-term upward trend in the volatility of equity factors. Z-score of rolling 21-day

Factor Facts: October 7, 2019

Categories FactorFacts
(New users can ) Last week hedge funds got their groove back. Redemptions out, new money in, crowding back in vogue. The first two days of the quarter HF crowding was up 1%, which is roughly the equivalent of a

Factor Facts: September 30, 2019

Categories FactorFacts
(New users can ) The blowout in spreads between equity styles held fairly strong throughout the month and appears it will finish that way. Hedge fund crowding has been a losing factor, likely in part due to a topping market

Factor Facts: September 23, 2019

Categories FactorFacts
(New users can ) What goes up… Not surprisingly, when there is an oversized move in a direction, market forces tire out and we see consolidation, which is what last week seemed to be. There were gains in factors that

Factor Facts: September 16, 2019

Categories FactorFacts
Value continues chipping away at the chip on its shoulder… Well, there were rumblings of a liquidation. I won’t speculate as to which manager. It doesn’t matter. Trend following has lost money every day this month after the first day.

Factor Facts: September 9, 2019

Categories FactorFacts
The battle between value and momentum wages on. Last week, there was massive reversal in this year’s trend, which has been for momentum (and low vol) to outperform value (and size). Last week and today look to be a miniature

Factor Facts: September 3, 2019

Categories FactorFacts
Equity markets finished the month strong, complemented by strength in dollar, commodities, and trend. Non-defensive equity styles were all losers on the week. Fixed income is having a banner year as interest rates reach near-term lows. Trend has taken the

Factor Facts: August 26, 2019

Categories FactorFacts
Markets seemed to recover early in the week but sold off hard on Friday. While alts factors were basically flat on the week, equity styles were mixed, with quality and momentum posting positive returns. Low volatility and value were down
  • 1
  • 2
  • 3

Sign up for factorE Today!

New call-to-action New call-to-action
radar logo image

Contact Us

Phone: 888-875-0102
Email: info@myfactore.com

Address

875 Prospect St, Suite 315
La Jolla, CA 92037

© 2019 Alphacore Technologies LLC - All Rights Reserved
  • Privacy Policy
  • Terms & Conditions
The Site and the Services of AlphaCore Technologies LLC are intended to provide certain analytics and comparative charts as a tool for financial professionals only, to evaluate securities and portfolios as they relate to representative risk factors. The functionality, charts, and analytics provided on the Site and/or as a part of the Services are intended for illustrative purposes only, and is not intended to meet the investment objectives or needs of specific individuals or accounts, nor is it intended for individual investor distribution. Accordingly, nothing on this Site or the Services should be constructed as a solicitation, offer, or recommendation to acquire or dispose of any investment, engage in any other transaction, and does not constitute investment advice. AlphaCore Technologies is wholly owned by AlphaCore Capital LLC. AlphaCore Capital does not render or offer to render personal investment advice or financial planning advice through this Site or the Services. AlphaCore Capital’s specific advice is given only within the context of our written contractual agreements with each AlphaCore Capital client.